What does this triangle icon mean and how can I add another one?
That triangle indicates that your object is a Mesh Object.

Each time you add a new mesh object in Object Mode, it will be listed in the outliner:



Objects that are not meshes will appear with different icons:



If an object is parented to another, then the parent-children hierarchy will be reflected on the outliner:



If you switch to Edit Mode and add a new mesh, that mesh will be part of the active object, and it will not be added as a new object in the outliner:



To read more about the outliner visit: https://docs.blender.org/manual/en/dev/editors/outliner.html?highlight=outliner